Stochastic models of heat and nuclear particle transfer based on generalized equation of Fokker-Planck-Kolmogorov

Abstract

Stochastic differential equations are proposed on the basis of generalized Fokker-Planck-Kolmogorov equation. From the statements of boundary and initial value problems for probabilistic density, dispersion and differential entropy the conditions for stability of solutions and changes in scenarios of development of random phenomena of heat and nuclear particle transfer are obtained. [Projekat Ministartsva nauke Republike Srbije, br. 174005 i br. 174024]

Keywords

• stochastic differential equation
• dispersion
• stability of the solution